These are replication files for
"Change-point Detection and Regularization in Time Series Cross Sectional Data Analysis"
by Jong Hee Park and Soichiro Yamauchi. 

* We tested our code in the following environment:
platform: MacBookPro 2.2GHz Intel Core i7 16GB 1600 MHz DDR3
R version: darwin17.0

* In order to run this replication code, you need to install two packages from github. 
devtools::install_github("jongheepark/BridgeChange")
devtools::install_github("hoxo-m/pforeach")

* The amount of time for the replication is as follows:
Replication_simulation: 21.00296 mins
Replication_application1: 1.827284 mins
Replication_application2: 1.462702 hours



